Anic Equity¶

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Total return since start: 0.576 %¶

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Equity now: -----------------------------> 48136.39 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45585.18 Kr¶

PnL: ---------------------------------------> 334.4 Kr¶

DD now: ---------------------------------> -9.382 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-07 10:48:27.134614'

Anic Portfolio¶

Today¶

Return: -0.201 %¶

This Week¶

Return: -0.201 %¶

Total portfolio value¶

Return including deposits: 57.586 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
VEF 791 -0.710000 2002.810000 392.960000 24.410000 1609.846364
Vitec Software Group B 2 -0.850000 1168.000000 81.000000 7.450000 1087.000000
Nordic Waterproofing Holding 7 -1.740000 1027.600000 60.600000 6.270000 966.999999
NP3 Fastigheter 32 -1.390000 5676.800000 -6.400000 -0.110000 5683.200000
Volvo A 24 0.170000 5635.200000 -9.600000 -0.170000 5644.800000
Lindab International 35 -1.430000 5565.000000 -14.000000 -0.250000 5579.000000
EnQuest PLC 2351 2.200000 5684.720000 -14.100000 -0.250000 5698.824000
Tethys Oil 109 2.760000 5880.550000 -15.260000 -0.260000 5895.810000
Volvo B 25 -0.220000 5712.500000 -16.250000 -0.280000 5728.750000
Investor B 27 -0.620000 5648.400000 -28.350000 -0.500000 5676.750000
Orrön Energy 148 -3.120000 1583.600000 -96.200000 -5.730000 1679.800000
TOTAL 45585.180000 334.400000 -9.38239% 45250.780363

Updated:¶

'2023-08-07 10:48:44.915385'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶